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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of political economy"
~subject:"Portfolio selection"
~subject:"Share price"
~subject:"USA"
~subject:"Volatilität"
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Portfolio selection
Share price
USA
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Theorie
1,443
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1,442
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338
Portfolio-Management
198
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158
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117
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Campbell, John Y.
5
Kehoe, Patrick J.
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Bali, Turan G.
4
Elton, Edwin J.
4
Gruber, Martin Jay
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Zhou, Guofu
4
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3
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3
Glaeser, Edward L.
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Chari, Varadarajan V.
2
Chen, Hsiu-lang
2
Chugh, Sanjay K.
2
Dahlquist, Magnus
2
Das, Sanjiv R.
2
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2
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Journal of financial and quantitative analysis : JFQA
Journal of political economy
Working paper / National Bureau of Economic Research, Inc.
2,226
NBER working paper series
999
Journal of banking & finance
863
Finance research letters
765
European journal of operational research : EJOR
755
Discussion paper / Centre for Economic Policy Research
732
NBER Working Paper
721
The journal of finance : the journal of the American Finance Association
569
The review of financial studies
560
Journal of financial economics
544
Economics letters
516
Applied economics
508
International review of financial analysis
473
Journal of economic dynamics & control
469
Working paper
464
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423
The American economic review
411
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367
Journal of empirical finance
357
Management science : journal of the Institute for Operations Research and the Management Sciences
333
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CESifo working papers
331
Applied economics letters
329
International journal of theoretical and applied finance
324
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
316
Energy economics
307
The journal of portfolio management : a publication of Institutional Investor
297
Research paper series / Swiss Finance Institute
294
Journal of econometrics
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Journal of international money and finance
287
American journal of agricultural economics
284
The European journal of finance
284
The review of economics and statistics
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Journal of monetary economics
282
The North American journal of economics and finance : a journal of financial economics studies
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Quantitative finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
268
The journal of asset management
264
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
548
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548
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1
Asset pricing and asymmetric reasoning
Asparouhova, Elena
;
Bossaerts, Peter L.
;
Eguia, Jon X.
; …
- In:
Journal of political economy
123
(
2015
)
1
,
pp. 66-122
Persistent link: https://www.econbiz.de/10010513938
Saved in:
2
Life-cycle asset allocation with ambiguity aversion and learning
Peijnenburg, Kim
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
5
,
pp. 1962-1994
Persistent link: https://www.econbiz.de/10011959061
Saved in:
3
The international diversification puzzle is not as bad as you think
Heathcote, Jonathan
;
Perri, Fabrizio
- In:
Journal of political economy
121
(
2013
)
6
,
pp. 1108-1159
Persistent link: https://www.econbiz.de/10010255658
Saved in:
4
Mean-variance utility functions and the demand for risky assets : an empirical analysis using flexible functional forms
Aivazian, Varouj A.
- In:
Journal of financial and quantitative analysis : JFQA
18
(
1983
)
4
,
pp. 411-424
Persistent link: https://www.econbiz.de/10001815100
Saved in:
5
Measuring
risk
in fixed payment securities : an empirical test of the structured full rank covariance matrix
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 345-362
Persistent link: https://www.econbiz.de/10001113532
Saved in:
6
Asset classes
Jacquet, Nicolas Laurent
- In:
Journal of political economy
129
(
2021
)
4
,
pp. 1100-1156
Persistent link: https://www.econbiz.de/10012610444
Saved in:
7
Incorporating economic objectives into Bayesian priors : portfolio choice under parameter uncertainty
Tu, Jun
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 959-986
Persistent link: https://www.econbiz.de/10008758064
Saved in:
8
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
6
,
pp. 1813-1845
Persistent link: https://www.econbiz.de/10010388250
Saved in:
9
Liquidity
risk
, return predictability, and hedge funds' performance : an empirical study
Gibson, Rajna
;
Wang, Songtao
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
1
,
pp. 219-244
Persistent link: https://www.econbiz.de/10009772364
Saved in:
10
Cash flow and discount rate
risk
in up and down markets : what is actually priced?
Botshekan, Mahmoud
;
Kräussl, Roman
;
Lucas, André
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
6
,
pp. 1279-1301
Persistent link: https://www.econbiz.de/10009728907
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